Engineering Commons^™

Completely Recursive Least Squares And Its Applications, Xiaomeng Bian

University of New Orleans Theses and Dissertations

The matrix-inversion-lemma based recursive least squares (RLS) approach is of a recursive form and free of matrix inversion, and has excellent performance regarding computation and memory in solving the classic least-squares (LS) problem. It is important to generalize RLS for generalized LS (GLS) problem. It is also of value to develop an efficient initialization for any RLS algorithm.

In Chapter 2, we develop a unified RLS procedure to solve the unconstrained/linear-equality (LE) constrained GLS. We also show that the LE constraint is in essence a set of special error-free observations and further consider the GLS with implicit LE constraint in …

The Interacting Multiple Models Algorithm With State-Dependent Value Assignment, Rastin Rastgoufard

University of New Orleans Theses and Dissertations

The value of a state is a measure of its worth, so that, for example, waypoints have high value and regions inside of obstacles have very small value. We propose two methods of incorporating world information as state-dependent modifications to the interacting multiple models (IMM) algorithm, and then we use a game's player-controlled trajectories as ground truths to compare the normal IMM algorithm to versions with our proposed modifications. The two methods involve modifying the model probabilities in the update step and modifying the transition probability matrix in the mixing step based on the assigned values of different target states. …